Chenxi YIN

affiliation not provided to SSRN

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A Seesaw Effect in the Cryptocurrency Market: Understanding the Lead–Lag Effect Among Cryptocurrencies

Number of pages: 43 Posted: 17 Oct 2019
Yuecheng Jia, Yangru Wu, Shu Yan and Chenxi YIN
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Rutgers University, Newark - School of Business - Department of Finance & Economics, Oklahoma State University - Stillwater - Department of Finance and affiliation not provided to SSRN
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Abstract:

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Cryptocurrency, Cross Predictability, Lead–Lag, Seesaw Effect, LASSO, Money Flow